Chosen answer:Earlier in the episode, Horatio tells Mac that Penrod was seen in Tribeca getting his leg set, only to bolt when he learned a nurse wised up the cops. Caine and the NYPD probably got Penrod's address from the hospital.

After Calleigh's Hummer is hit from the rear, it is shown going into the water with no visible damage to the front of the vehicle. After the first commercial break it is being pulled from the water with a dented and buckled hood.